+506.7%
FIX vs TAP
-24.9%
+531.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.2% | +10.6% | +9.0% |
| 7D | -7.2% | -7.8% | +0.6% | -9.2% |
| 30D | -35.1% | +7.1% | -42.2% | -33.6% |
| 3M | -34.3% | -7.0% | -27.2% | -34.6% |
| 6M | -42.9% | -3.8% | -39.1% | -42.4% |
| YTD | +19.5% | -11.7% | +31.2% | +19.6% |
| 1Y | +16.8% | -10.1% | +26.9% | +17.1% |
| 3Y | +506.7% | -23.7% | +530.4% | +450.6% |
| All | +506.7% | -24.9% | +531.6% | +450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling